BITA Optimiser Suite

A suite of high performance, high capacity, proven financial optimizers

Highlights

High performing with support for complex constraints and cost models

Risk-model independent with full risk decomposition output

Platform independent with API callable from many environments

Multitier and multiperiod

Proven approaches to gain/loss optimization

Description

Because of its speed, accuracy, and versatility, BITA Optimiser has been widely adopted by major investment houses across Europe and the U.S. It has now been joined by a series of additional optimizers:

Robust Optimiser, which adds the ability to set quadratic constraints

Multi-Period Optimiser, which enables optimization across multiple periods with parameters changing through time

Multi-Tier Optimiser, which enables constraints to be set across tiers and funds in fund of fund structures

Charity Optimiser, which maximizes sustainable income drawdown

Gain/Loss Optimiser, which accounts for the skewness and kurtosis of distributions

BITA Optimiser Suite is delivered as components that integrate to MATLAB® via a MEX-file interface. It is also available as components that integrate with Java™, and other languages, with an investment house system or as a core component of BITA Curve, an advanced quantitative workbench tool.